chore: import upstream snapshot with attribution

Algorithm.Python/IndexOptionChainApisConsistencyRegressionAlgorithm.py

@@ -0,0 +1,29 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from datetime import datetime
+from AlgorithmImports import *
+
+from OptionChainApisConsistencyRegressionAlgorithm import OptionChainApisConsistencyRegressionAlgorithm
+
+### <summary>
+### Regression algorithm asserting that the option chain APIs return consistent values for index options.
+### See QCAlgorithm.OptionChain(Symbol) and QCAlgorithm.OptionChainProvider
+### </summary>
+class IndexOptionChainApisConsistencyRegressionAlgorithm(OptionChainApisConsistencyRegressionAlgorithm):
+
+    def get_test_date(self) -> datetime:
+        return datetime(2021, 1, 4)
+
+    def get_option(self) -> Option:
+        return self.add_index_option("SPX")